ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
111-130 |
111-200 |
0-070 |
0.2% |
113-230 |
| High |
111-230 |
113-080 |
1-170 |
1.4% |
113-260 |
| Low |
110-310 |
111-130 |
0-140 |
0.4% |
111-010 |
| Close |
111-200 |
112-310 |
1-110 |
1.2% |
111-020 |
| Range |
0-240 |
1-270 |
1-030 |
145.8% |
2-250 |
| ATR |
1-044 |
1-060 |
0-016 |
4.4% |
0-000 |
| Volume |
650 |
395 |
-255 |
-39.2% |
707 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-023 |
117-117 |
113-314 |
|
| R3 |
116-073 |
115-167 |
113-152 |
|
| R2 |
114-123 |
114-123 |
113-098 |
|
| R1 |
113-217 |
113-217 |
113-044 |
114-010 |
| PP |
112-173 |
112-173 |
112-173 |
112-230 |
| S1 |
111-267 |
111-267 |
112-256 |
112-060 |
| S2 |
110-223 |
110-223 |
112-202 |
|
| S3 |
108-273 |
109-317 |
112-148 |
|
| S4 |
107-003 |
108-047 |
111-306 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
118-150 |
112-190 |
|
| R3 |
117-170 |
115-220 |
111-265 |
|
| R2 |
114-240 |
114-240 |
111-183 |
|
| R1 |
112-290 |
112-290 |
111-102 |
112-140 |
| PP |
111-310 |
111-310 |
111-310 |
111-235 |
| S1 |
110-040 |
110-040 |
110-258 |
109-210 |
| S2 |
109-060 |
109-060 |
110-177 |
|
| S3 |
106-130 |
107-110 |
110-095 |
|
| S4 |
103-200 |
104-180 |
109-170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-028 |
|
2.618 |
118-025 |
|
1.618 |
116-075 |
|
1.000 |
115-030 |
|
0.618 |
114-125 |
|
HIGH |
113-080 |
|
0.618 |
112-175 |
|
0.500 |
112-105 |
|
0.382 |
112-035 |
|
LOW |
111-130 |
|
0.618 |
110-085 |
|
1.000 |
109-180 |
|
1.618 |
108-135 |
|
2.618 |
106-185 |
|
4.250 |
103-182 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-242 |
112-218 |
| PP |
112-173 |
112-127 |
| S1 |
112-105 |
112-035 |
|